+214.2%
ARM vs CNH
-4.2%
+218.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | +0.2% |
| 7D | +19.8% | +6.4% | +13.4% | +16.6% |
| 30D | -21.8% | -1.6% | -20.1% | -21.3% |
| 3M | -26.5% | +11.6% | -38.1% | -31.5% |
| 6M | -3.9% | +12.5% | -16.4% | -11.6% |
| YTD | +82.8% | +31.1% | +51.7% | +53.7% |
| 1Y | +34.3% | +17.0% | +17.3% | +20.0% |
| 3Y | +282.2% | +28.7% | +253.5% | +220.1% |
| All | +214.2% | -4.2% | +218.4% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling